You can ask him what he knows about Whiterun, to which he'll reply, "Well, I know the Companions make their home here. Their mead hall, Jorrvaskr, is the oldest building in the city. Oh, and there's a nasty feud between two families called the Gray-Manes and Battle-Borns. You'll want to be careful there. The rest you can find out by asking the townsfolk. I'd start with the barkeep at the Bannered Mare, or the castle steward." Apart from this, he shares his dialogue with other carriage drivers.